Panel vector autoregression under cross-sectional dependence (Q3521272): Difference between revisions

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-.1111/j.1368-423X.2008.00240.x
@@ Property / DOI: 10.1111/j.1368-423X.2008.00240.x / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Cross-Section Regression with Common Shocks
@@ Property / cites work: Cross-Section Regression with Common Shocks / rank @@
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@@ Property / cites work @@
+Estimating cross-section common stochastic trends in nonstationary panel data
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@@ Property / cites work @@
+Q5475042
@@ Property / cites work: Q5475042 / rank @@
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@@ Property / cites work @@
+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
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+VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF <i>I</i>(0),  <i>I</i>(1), AND <i>I</i>(2) COMPONENTS
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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@@ Property / cites work @@
+Q4807277
@@ Property / cites work: Q4807277 / rank @@
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+ON THE ROBUSTNESS OF HYPOTHESIS TESTING BASED ON FULLY MODIFIED VECTOR AUTOREGRESSION WHEN SOME ROOTS ARE ALMOST ONE
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+Testing for a unit root in panels with dynamic factors
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@@ Property / cites work @@
+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
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@@ Property / cites work @@
+Dynamic panel estimation and homogeneity testing under cross section dependence
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@@ Property / cites work @@
+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+Forecasting Using Principal Components From a Large Number of Predictors
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2008.00240.x
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@@ Property / OpenAlex ID @@
+W2038275129
@@ Property / OpenAlex ID: W2038275129 / rank @@
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@@ Property / DOI @@
+.1111/J.1368-423X.2008.00240.X
@@ Property / DOI: 10.1111/J.1368-423X.2008.00240.X / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3521272